I've tried both options as well as re-installing to make sure the version were right.
I usually fade each music file up and down manually like you explain Nationalsolo, and I get the black line in the middel of the track which shows that it SHOULD fade up in the beginning and fade it down at the end, but all the tracks I have will fade up, but not down though it seems to look like it.
I hoped that by reinstalling it, it would work, even though I wouldn't know what caused it to happen.
EDIT:
Okay so I found the error, but not a fix for this.
If I right click the track and choose "Change Clip Speed", then change the speed % to 110 or 120, and uncheck "Keep audio pitch unchanged", it will be able to fade the track in, but not fade out.
I have tried this in a new project with different fade times, and in different parts of the track, and this error seems to do persist.
Is this a bug I should report or is there another explanation for this?